Pages that link to "Item:Q2845024"
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The following pages link to A fixed-\(b\) perspective on the Phillips-Perron unit root tests (Q2845024):
Displaying 11 items.
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
- Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
- The Phillips unit root tests for polynomials of integrated processes revisited (Q1730179) (← links)
- Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions (Q2280614) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
- Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (Q4887199) (← links)
- The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)
